+332.3%
CRS vs WAB
+168.8%
+163.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.0% |
| 7D | +4.8% | +5.1% | -0.3% | +0.7% |
| 30D | -23.2% | +4.0% | -27.2% | -25.0% |
| 3M | -45.5% | +0.1% | -45.6% | -45.3% |
| 6M | -33.1% | +12.8% | -45.9% | -39.7% |
| YTD | -7.2% | +40.1% | -47.3% | -30.2% |
| 1Y | -10.0% | +46.4% | -56.4% | -34.9% |
| 3Y | +332.3% | +167.4% | +164.9% | +77.8% |
| All | +332.3% | +168.8% | +163.5% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling